COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 95,671: 23,820 25,383 890 9,772 210 6,330 11,206 3,331 52,529 36,794 7,458: 1,103 1,517
Old : 95,671: 23,820 25,383 890 9,772 210 6,330 11,206 3,331 52,529 36,794 7,458: 1,103 1,517
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 5,662: 5,516 -64 0 1,581 -429 135 -64 1,785 -2,113 1,950 710: 58 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 26.5 0.9 10.2 0.2 6.6 11.7 3.5 54.9 38.5 7.8: 1.2 1.6
Old : 100.0: 24.9 26.5 0.9 10.2 0.2 6.6 11.7 3.5 54.9 38.5 7.8: 1.2 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 15 14 . . . . 4 . 16 13 16:
Old : 54: 15 14 . . . . 4 . 16 13 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 33.3 63.7 55.9 42.9 31.7 57.6 52.4
Old : 43.6 33.3 63.7 55.9 42.9 31.7 57.6 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 31,763: 8,970 6,420 1,662 2,044 528 7,175 105 590 10,516 19,724 1,407: 915 945
Old : 31,763: 8,970 6,420 1,662 2,044 528 7,175 105 590 10,516 19,724 1,407: 915 945
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 700: 65 1,000 342 122 83 -710 -45 170 920 -450 -200: 30 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 20.2 5.2 6.4 1.7 22.6 0.3 1.9 33.1 62.1 4.4: 2.9 3.0
Old : 100.0: 28.2 20.2 5.2 6.4 1.7 22.6 0.3 1.9 33.1 62.1 4.4: 2.9 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 8 10 . . . 4 . . 9 12 7:
Old : 39: 8 10 . . . 4 . . 9 12 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 47.5 73.7 67.7 51.8 46.0 65.9 64.9
Old : 55.5 47.5 73.7 67.7 51.8 46.0 65.9 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 143,023: 97,762 106,199 3,300 2,177 11,438 7,824 5,688 3,577 8,993 4,174 9,261: 867 509
Old : 143,023: 97,762 106,199 3,300 2,177 11,438 7,824 5,688 3,577 8,993 4,174 9,261: 867 509
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 2,048: 3,438 2,449 498 484 -1,393 584 -249 -476 -501 1,336 110: -212 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 74.3 2.3 1.5 8.0 5.5 4.0 2.5 6.3 2.9 6.5: 0.6 0.4
Old : 100.0: 68.4 74.3 2.3 1.5 8.0 5.5 4.0 2.5 6.3 2.9 6.5: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 74: 46 46 . . 4 5 . 6 6 8 11:
Old : 74: 46 46 . . 4 5 . 6 6 8 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 28.0 59.8 48.3 27.8 17.5 40.1 32.0
Old : 39.5 28.0 59.8 48.3 27.8 17.5 40.1 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 41,397: 28,923 34,154 8,192 2,071 1,686 236 999 2,152 0 126 208: 0 0
Old : 41,397: 28,923 34,154 8,192 2,071 1,686 236 999 2,152 0 126 208: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 785: 1,224 139 -227 0 93 50 910 -355 0 -2 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 82.5 19.8 5.0 4.1 0.6 2.4 5.2 0.0 0.3 0.5: 0.0 0.0
Old : 100.0: 69.9 82.5 19.8 5.0 4.1 0.6 2.4 5.2 0.0 0.3 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 21 20 . . . . . . 0 . .:
Old : 30: 21 20 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 49.4 79.3 72.0 48.5 38.7 60.0 54.6
Old : 58.9 49.4 79.3 72.0 48.5 38.7 60.0 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 357,380: 275,157 301,012 31,776 14,482 9,807 13,321 1,954 27,319 0 2,806 0: 0 0
Old : 357,380: 275,157 301,012 31,776 14,482 9,807 13,321 1,954 27,319 0 2,806 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 28,357: 27,503 32,223 3,847 0 -1,640 375 39 -1,728 0 -537 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 84.2 8.9 4.1 2.7 3.7 0.5 7.6 0.0 0.8 0.0: 0.0 0.0
Old : 100.0: 77.0 84.2 8.9 4.1 2.7 3.7 0.5 7.6 0.0 0.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 19 . . . . . . 0 . 0:
Old : 29: 20 19 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 58.0 79.6 79.8 44.0 51.8 59.1 64.7
Old : 51.8 58.0 79.6 79.8 44.0 51.8 59.1 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 1,451,821: 1,162,039 1,278,174 139,126 29,610 83,475 3,864 644 21,887 11,654 8,255 29,776: 0 0
Old : 1,451,821: 1,162,039 1,278,174 139,126 29,610 83,475 3,864 644 21,887 11,654 8,255 29,776: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 41,110: 47,800 49,424 366 -3,473 -1,488 0 -2,258 0 -4,313 160 -1,255: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 88.0 9.6 2.0 5.7 0.3 0.0 1.5 0.8 0.6 2.1: 0.0 0.0
Old : 100.0: 80.0 88.0 9.6 2.0 5.7 0.3 0.0 1.5 0.8 0.6 2.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 33 39 . . . . . . . . 5:
Old : 58: 33 39 . . . . . . . . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 41.4 69.4 60.7 33.5 26.8 42.1 39.1
Old : 50.9 41.4 69.4 60.7 33.5 26.8 42.1 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 49,322: 36,017 39,074 4,449 4,690 886 3,176 255 3,680 1,093 692 0: 21 45
Old : 49,322: 36,017 39,074 4,449 4,690 886 3,176 255 3,680 1,093 692 0: 21 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -2,311: -3,054 -1,266 581 -104 38 1,221 88 -881 -218 -104 0: 3 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 79.2 9.0 9.5 1.8 6.4 0.5 7.5 2.2 1.4 0.0: 0.0 0.1
Old : 100.0: 73.0 79.2 9.0 9.5 1.8 6.4 0.5 7.5 2.2 1.4 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 19 . . . . . . . . 0:
Old : 30: 19 19 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 52.7 81.2 78.3 46.6 49.4 65.4 65.9
Old : 58.2 52.7 81.2 78.3 46.6 49.4 65.4 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 287,835: 226,916 191,764 9,952 19,256 19,016 952 33,735 24,064 6,935 0 0: 0 0
Old : 287,835: 226,916 191,764 9,952 19,256 19,016 952 33,735 24,064 6,935 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -4,457: -3,376 -5,936 5,151 -656 -7,152 -656 9,615 -328 1,904 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 66.6 3.5 6.7 6.6 0.3 11.7 8.4 2.4 0.0 0.0: 0.0 0.0
Old : 100.0: 78.8 66.6 3.5 6.7 6.6 0.3 11.7 8.4 2.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 14 . . . . . . . 0 0:
Old : 26: 14 14 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 57.7 82.6 85.4 37.4 36.0 50.3 54.0
Old : 49.8 57.7 82.6 85.4 37.4 36.0 50.3 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 647,074: 561,211 541,026 14,048 37,557 35,479 19,828 0 12,820 1,464 17,968 2,224: 0 0
Old : 647,074: 561,211 541,026 14,048 37,557 35,479 19,828 0 12,820 1,464 17,968 2,224: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -12,892: -13,763 53 2,744 -11,736 -1,209 2,312 0 0 -1,176 1,800 -1,800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 83.6 2.2 5.8 5.5 3.1 0.0 2.0 0.2 2.8 0.3: 0.0 0.0
Old : 100.0: 86.7 83.6 2.2 5.8 5.5 3.1 0.0 2.0 0.2 2.8 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 21 23 . . . . 0 . . . .:
Old : 37: 21 23 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 52.4 77.2 72.9 35.4 39.7 50.8 52.1
Old : 54.9 52.4 77.2 72.9 35.4 39.7 50.8 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 52,479: 42,876 43,332 1,699 894 839 3,241 0 1,114 910 5,014 1,077: 723 209
Old : 52,479: 42,876 43,332 1,699 894 839 3,241 0 1,114 910 5,014 1,077: 723 209
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -3,159: -2,493 -2,448 -352 -66 0 -12 0 -192 90 -255 -154: -46 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 82.6 3.2 1.7 1.6 6.2 0.0 2.1 1.7 9.6 2.1: 1.4 0.4
Old : 100.0: 81.7 82.6 3.2 1.7 1.6 6.2 0.0 2.1 1.7 9.6 2.1: 1.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 23 . . . . 0 . . . .:
Old : 35: 22 23 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 62.7 70.9 74.6 39.9 59.2 57.7 67.8
Old : 50.3 62.7 70.9 74.6 39.9 59.2 57.7 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 60,579: 47,724 59,744 11,750 0 0 130 0 370 0 0 0: 605 465
Old : 60,579: 47,724 59,744 11,750 0 0 130 0 370 0 0 0: 605 465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,526: -1,706 -1,491 485 0 -35 -20 0 0 0 0 0: -250 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 98.6 19.4 0.0 0.0 0.2 0.0 0.6 0.0 0.0 0.0: 1.0 0.8
Old : 100.0: 78.8 98.6 19.4 0.0 0.0 0.2 0.0 0.6 0.0 0.0 0.0: 1.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 23 19 . 0 0 . 0 . 0 0 0:
Old : 32: 23 19 . 0 0 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 79.2 75.6 90.1 41.1 63.8 60.5 71.5
Old : 50.8 79.2 75.6 90.1 41.1 63.8 60.5 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 74,180: 59,035 73,710 14,160 0 0 420 0 390 50 0 0: 125 80
Old : 74,180: 59,035 73,710 14,160 0 0 420 0 390 50 0 0: 125 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -215: -755 -150 370 0 0 420 -5 -65 0 0 0: -185 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 99.4 19.1 0.0 0.0 0.6 0.0 0.5 0.1 0.0 0.0: 0.2 0.1
Old : 100.0: 79.6 99.4 19.1 0.0 0.0 0.6 0.0 0.5 0.1 0.0 0.0: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 27 23 . 0 0 . 0 . . 0 0:
Old : 37: 27 23 . 0 0 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 77.0 71.2 88.7 39.8 64.4 55.6 71.8
Old : 52.3 77.0 71.2 88.7 39.8 64.4 55.6 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,140: 15,765 13,705 0 1,860 265 0 310 0 50 0 0: 60 0
Old : 16,140: 15,765 13,705 0 1,860 265 0 310 0 50 0 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,975: -1,925 -1,825 0 -200 0 0 50 0 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.7 84.9 0.0 11.5 1.6 0.0 1.9 0.0 0.3 0.0 0.0: 0.4 0.0
Old : 100.0: 97.7 84.9 0.0 11.5 1.6 0.0 1.9 0.0 0.3 0.0 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 14 0 . . 0 . 0 . 0 0:
Old : 28: 16 14 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 82.6 84.5 95.7 50.8 62.2 67.2 72.5
Old : 60.3 82.6 84.5 95.7 50.8 62.2 67.2 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 263,528: 186,656 256,496 62,848 0 4,680 6,992 0 2,352 0 0 0: 0 0
Old : 263,528: 186,656 256,496 62,848 0 4,680 6,992 0 2,352 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,312: 6,784 5,328 768 -392 -5,464 -2,224 0 -784 -392 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 97.3 23.8 0.0 1.8 2.7 0.0 0.9 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 70.8 97.3 23.8 0.0 1.8 2.7 0.0 0.9 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 21 17 . 0 . . 0 . 0 0 0:
Old : 30: 21 17 . 0 . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 73.3 73.4 89.1 39.5 52.4 49.5 58.8
Old : 52.3 73.3 73.4 89.1 39.5 52.4 49.5 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 8,060: 4,719 6,613 0 672 199 0 129 0 2,998 0 124: 20 323
Old : 8,060: 4,719 6,613 0 672 199 0 129 0 2,998 0 124: 20 323
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -778: -248 -664 0 88 -176 0 110 -44 -278 -128 -8: -24 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 82.0 0.0 8.3 2.5 0.0 1.6 0.0 37.2 0.0 1.5: 0.2 4.0
Old : 100.0: 58.5 82.0 0.0 8.3 2.5 0.0 1.6 0.0 37.2 0.0 1.5: 0.2 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 14 0 . . 0 . 0 . 0 .:
Old : 25: 14 14 0 . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 45.8 81.1 72.5 57.3 40.0 74.2 56.6
Old : 57.5 45.8 81.1 72.5 57.3 40.0 74.2 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,945: 17,310 14,920 0 1,930 635 0 410 0 0 50 0: 0 0
Old : 17,945: 17,310 14,920 0 1,930 635 0 410 0 0 50 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,975: -1,735 -1,950 0 -25 0 0 0 0 0 0 0: -240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.5 83.1 0.0 10.8 3.5 0.0 2.3 0.0 0.0 0.3 0.0: 0.0 0.0
Old : 100.0: 96.5 83.1 0.0 10.8 3.5 0.0 2.3 0.0 0.0 0.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 18 0 . . 0 . 0 0 . 0:
Old : 32: 20 18 0 . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 66.9 80.2 82.6 55.1 59.1 75.5 74.3
Old : 58.5 66.9 80.2 82.6 55.1 59.1 75.5 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,450: 12,340 9,450 50 2,340 420 0 860 380 0 0 0: 260 0
Old : 13,450: 12,340 9,450 50 2,340 420 0 860 380 0 0 0: 260 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -402: -392 -327 0 -65 0 0 -10 0 0 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 70.3 0.4 17.4 3.1 0.0 6.4 2.8 0.0 0.0 0.0: 1.9 0.0
Old : 100.0: 91.7 70.3 0.4 17.4 3.1 0.0 6.4 2.8 0.0 0.0 0.0: 1.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 17 . . . 0 . . 0 0 0:
Old : 30: 19 17 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 57.1 72.6 85.1 40.1 43.6 63.4 61.2
Old : 44.6 57.1 72.6 85.1 40.1 43.6 63.4 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 16,763: 12,385 12,023 0 1,380 1,573 1,909 38 367 0 0 0: 529 1,382
Old : 16,763: 12,385 12,023 0 1,380 1,573 1,909 38 367 0 0 0: 529 1,382
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -641: -1,017 -1,194 0 5 125 315 0 -44 0 0 0: -20 467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 71.7 0.0 8.2 9.4 11.4 0.2 2.2 0.0 0.0 0.0: 3.2 8.2
Old : 100.0: 73.9 71.7 0.0 8.2 9.4 11.4 0.2 2.2 0.0 0.0 0.0: 3.2 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 22 23 0 . . . . . 0 0 0:
Old : 33: 22 23 0 . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 58.8 66.7 72.2 31.7 35.9 43.3 44.0
Old : 44.6 58.8 66.7 72.2 31.7 35.9 43.3 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 45,902: 41,301 31,190 615 1,357 2,251 0 5,702 1,195 0 4,183 0: 540 24
Old : 45,902: 41,301 31,190 615 1,357 2,251 0 5,702 1,195 0 4,183 0: 540 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,789: -1,489 -1,168 -570 106 52 0 -177 -38 0 -580 0: 256 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 67.9 1.3 3.0 4.9 0.0 12.4 2.6 0.0 9.1 0.0: 1.2 0.1
Old : 100.0: 90.0 67.9 1.3 3.0 4.9 0.0 12.4 2.6 0.0 9.1 0.0: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 26 28 . . 4 0 . . 0 . 0:
Old : 38: 26 28 . . 4 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 42.5 73.3 67.1 49.7 39.1 64.1 62.9
Old : 54.2 42.5 73.3 67.1 49.7 39.1 64.1 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 54,356: 51,213 36,336 682 5,966 580 82 6,384 1,417 0 3,529 100: 282 44
Old : 54,356: 51,213 36,336 682 5,966 580 82 6,384 1,417 0 3,529 100: 282 44
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,182: -1,051 -684 50 543 -168 0 27 52 0 -856 -50: -15 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.2 66.8 1.3 11.0 1.1 0.2 11.7 2.6 0.0 6.5 0.2: 0.5 0.1
Old : 100.0: 94.2 66.8 1.3 11.0 1.1 0.2 11.7 2.6 0.0 6.5 0.2: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 30 31 . . 4 . . . 0 4 .:
Old : 45: 30 31 . . 4 . . . 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 37.0 75.0 55.7 53.6 34.0 67.0 51.7
Old : 58.8 37.0 75.0 55.7 53.6 34.0 67.0 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 44,190: 41,250 38,600 2,300 4,010 250 100 0 0 0 1,305 0: 290 25
Old : 44,190: 41,250 38,600 2,300 4,010 250 100 0 0 0 1,305 0: 290 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -530: -255 -460 0 275 -275 0 0 0 0 -70 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 87.4 5.2 9.1 0.6 0.2 0.0 0.0 0.0 3.0 0.0: 0.7 0.1
Old : 100.0: 93.3 87.4 5.2 9.1 0.6 0.2 0.0 0.0 0.0 3.0 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 24 13 . . . . 0 0 0 . 0:
Old : 30: 24 13 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 88.4 73.5 95.6 50.4 78.6 69.5 84.3
Old : 51.6 88.4 73.5 95.6 50.4 78.6 69.5 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 48,745: 47,255 42,860 1,250 4,580 0 0 0 0 0 1,305 0: 240 0
Old : 48,745: 47,255 42,860 1,250 4,580 0 0 0 0 0 1,305 0: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,770: -1,545 -1,700 0 225 -225 0 0 0 0 -70 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.9 87.9 2.6 9.4 0.0 0.0 0.0 0.0 0.0 2.7 0.0: 0.5 0.0
Old : 100.0: 96.9 87.9 2.6 9.4 0.0 0.0 0.0 0.0 0.0 2.7 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 26 14 . . 0 0 0 0 0 . 0:
Old : 32: 26 14 . . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 92.5 68.4 97.9 46.9 85.0 66.8 88.8
Old : 48.0 92.5 68.4 97.9 46.9 85.0 66.8 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 361,269: 223,556 320,194 23,612 14,513 4,198 39,661 0 22,364 47,878 0 0: 0 0
Old : 361,269: 223,556 320,194 23,612 14,513 4,198 39,661 0 22,364 47,878 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -21,987: -17,562 -27,059 -1,568 808 -392 -3,497 0 4,656 -3,624 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 88.6 6.5 4.0 1.2 11.0 0.0 6.2 13.3 0.0 0.0: 0.0 0.0
Old : 100.0: 61.9 88.6 6.5 4.0 1.2 11.0 0.0 6.2 13.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 23 25 . . . . 0 . . 0 0:
Old : 37: 23 25 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 44.9 75.4 67.6 40.1 42.3 55.7 52.6
Old : 52.3 44.9 75.4 67.6 40.1 42.3 55.7 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 24,117: 14,871 21,823 2,542 120 456 3,508 146 657 1,853 0 104: 126 811
Old : 24,117: 14,871 21,823 2,542 120 456 3,508 146 657 1,853 0 104: 126 811
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,820: -1,235 -2,279 -154 38 -61 -265 66 233 -230 -4 -108: 0 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 90.5 10.5 0.5 1.9 14.5 0.6 2.7 7.7 0.0 0.4: 0.5 3.4
Old : 100.0: 61.7 90.5 10.5 0.5 1.9 14.5 0.6 2.7 7.7 0.0 0.4: 0.5 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 18 26 . . . . . . 4 0 .:
Old : 37: 18 26 . . . . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 38.8 73.3 60.6 41.2 37.0 59.8 53.0
Old : 46.4 38.8 73.3 60.6 41.2 37.0 59.8 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 12,628: 9,727 10,472 683 0 693 64 0 1,155 229 231 77: 0 0
Old : 12,628: 9,727 10,472 683 0 693 64 0 1,155 229 231 77: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,640: -991 -1,505 158 0 -443 -234 0 0 -207 231 77: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 82.9 5.4 0.0 5.5 0.5 0.0 9.1 1.8 1.8 0.6: 0.0 0.0
Old : 100.0: 77.0 82.9 5.4 0.0 5.5 0.5 0.0 9.1 1.8 1.8 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 8 . 0 . . 0 . . . .:
Old : 20: 14 8 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 83.0 82.4 97.0 32.2 67.1 57.5 67.5
Old : 52.1 83.0 82.4 97.0 32.2 67.1 57.5 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 535,659: 441,838 497,879 63,691 8,076 9,392 426 0 20,312 0 0 0: 0 0
Old : 535,659: 441,838 497,879 63,691 8,076 9,392 426 0 20,312 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -16,440: -9,030 -16,008 -1,568 2,744 -2,744 -2,274 0 -432 -392 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 92.9 11.9 1.5 1.8 0.1 0.0 3.8 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 82.5 92.9 11.9 1.5 1.8 0.1 0.0 3.8 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 22 16 . . . . 0 . 0 0 0:
Old : 30: 22 16 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 85.0 77.2 94.1 58.6 75.5 73.2 80.1
Old : 59.3 85.0 77.2 94.1 58.6 75.5 73.2 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 49,381: 34,328 44,877 2,879 1,044 122 3,982 0 1,817 4,769 0 1,079: 405 442
Old : 49,381: 34,328 44,877 2,879 1,044 122 3,982 0 1,817 4,769 0 1,079: 405 442
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,657: -1,124 -1,655 -22 0 0 -102 0 -68 -343 0 88: -86 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 90.9 5.8 2.1 0.2 8.1 0.0 3.7 9.7 0.0 2.2: 0.8 0.9
Old : 100.0: 69.5 90.9 5.8 2.1 0.2 8.1 0.0 3.7 9.7 0.0 2.2: 0.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 15 . . . . 0 . . 0 .:
Old : 31: 21 15 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 85.5 75.6 93.6 50.7 77.3 67.0 80.6
Old : 54.4 85.5 75.6 93.6 50.7 77.3 67.0 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 16,645: 9,083 13,938 395 430 974 1,287 0 0 3,799 0 364: 743 939
Old : 16,645: 9,083 13,938 395 430 974 1,287 0 0 3,799 0 364: 743 939
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 379: 571 379 192 0 0 40 0 0 -424 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 83.7 2.4 2.6 5.9 7.7 0.0 0.0 22.8 0.0 2.2: 4.5 5.6
Old : 100.0: 54.6 83.7 2.4 2.6 5.9 7.7 0.0 0.0 22.8 0.0 2.2: 4.5 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 17 . . . . 0 0 4 0 .:
Old : 26: 13 17 . . . . 0 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 54.1 65.6 74.9 36.5 45.4 53.7 56.3
Old : 42.5 54.1 65.6 74.9 36.5 45.4 53.7 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 225,544: 168,987 220,945 20,256 0 1,967 704 0 0 30,998 0 2,632: 0 0
Old : 225,544: 168,987 220,945 20,256 0 1,967 704 0 0 30,998 0 2,632: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 9,711: 3,935 9,711 0 0 0 704 0 0 5,072 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 98.0 9.0 0.0 0.9 0.3 0.0 0.0 13.7 0.0 1.2: 0.0 0.0
Old : 100.0: 74.9 98.0 9.0 0.0 0.9 0.3 0.0 0.0 13.7 0.0 1.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 17 . 0 . . 0 0 . 0 .:
Old : 25: 11 17 . 0 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.4 61.1 92.9 84.5 59.5 46.5 69.0 63.0
Old : 78.4 61.1 92.9 84.5 59.5 46.5 69.0 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 12,155: 7,798 9,878 1,480 237 937 1,550 0 264 0 542 0: 126 297
Old : 12,155: 7,798 9,878 1,480 237 937 1,550 0 264 0 542 0: 126 297
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 446: 335 44 -360 237 297 262 0 -132 0 0 0: 44 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 81.3 12.2 1.9 7.7 12.8 0.0 2.2 0.0 4.5 0.0: 1.0 2.4
Old : 100.0: 64.2 81.3 12.2 1.9 7.7 12.8 0.0 2.2 0.0 4.5 0.0: 1.0 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 16 . . . . 0 . 0 . 0:
Old : 27: 15 16 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 51.2 81.9 73.5 53.1 47.1 70.6 67.2
Old : 61.7 51.2 81.9 73.5 53.1 47.1 70.6 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 118,292: 91,183 103,957 10,823 10,458 3,078 11,649 0 799 760 0 0: 0 0
Old : 118,292: 91,183 103,957 10,823 10,458 3,078 11,649 0 799 760 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 9,503: 2,031 4,808 1,210 3,521 1,526 5,088 0 -352 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 87.9 9.1 8.8 2.6 9.8 0.0 0.7 0.6 0.0 0.0: 0.0 0.0
Old : 100.0: 77.1 87.9 9.1 8.8 2.6 9.8 0.0 0.7 0.6 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 15 . . . . 0 . . 0 0:
Old : 28: 15 15 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 58.6 75.4 79.3 47.4 52.3 66.0 67.8
Old : 51.9 58.6 75.4 79.3 47.4 52.3 66.0 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 21,637: 13,772 12,862 1,228 0 5,123 0 2,085 1,490 0 77 0: 24 0
Old : 21,637: 13,772 12,862 1,228 0 5,123 0 2,085 1,490 0 77 0: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 1,373: 68 974 921 -514 514 0 476 -154 0 77 0: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 59.4 5.7 0.0 23.7 0.0 9.6 6.9 0.0 0.4 0.0: 0.1 0.0
Old : 100.0: 63.7 59.4 5.7 0.0 23.7 0.0 9.6 6.9 0.0 0.4 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 15 . 0 . 0 . . 0 . 0:
Old : 22: 15 15 . 0 . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.9 61.7 92.1 85.3 40.7 35.5 46.4 48.5
Old : 77.9 61.7 92.1 85.3 40.7 35.5 46.4 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,620: 16,750 13,375 2,475 5,345 0 0 900 0 0 0 0: 395 0
Old : 19,620: 16,750 13,375 2,475 5,345 0 0 900 0 0 0 0: 395 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 355: 535 355 0 0 0 0 0 0 0 0 0: -180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 68.2 12.6 27.2 0.0 0.0 4.6 0.0 0.0 0.0 0.0: 2.0 0.0
Old : 100.0: 85.4 68.2 12.6 27.2 0.0 0.0 4.6 0.0 0.0 0.0 0.0: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 11 . . 0 0 . 0 0 0 0:
Old : 25: 18 11 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 77.9 78.1 94.8 45.4 72.9 68.6 78.7
Old : 46.8 77.9 78.1 94.8 45.4 72.9 68.6 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,035: 13,950 9,440 1,700 5,695 0 0 900 0 0 0 0: 385 0
Old : 16,035: 13,950 9,440 1,700 5,695 0 0 900 0 0 0 0: 385 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -125: 55 -125 0 0 0 0 0 0 0 0 0: -180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 58.9 10.6 35.5 0.0 0.0 5.6 0.0 0.0 0.0 0.0: 2.4 0.0
Old : 100.0: 87.0 58.9 10.6 35.5 0.0 0.0 5.6 0.0 0.0 0.0 0.0: 2.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 9 . . 0 0 . 0 0 0 0:
Old : 24: 17 9 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 79.0 77.8 96.7 42.7 74.7 63.4 77.5
Old : 51.7 79.0 77.8 96.7 42.7 74.7 63.4 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,070: 24,070 18,040 0 1,320 0 0 100 0 0 4,550 0: 0 60
Old : 24,070: 24,070 18,040 0 1,320 0 0 100 0 0 4,550 0: 0 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -25: -25 25 0 0 0 0 50 0 0 -100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 100.0 74.9 0.0 5.5 0.0 0.0 0.4 0.0 0.0 18.9 0.0: 0.0 0.2
Old : 100.0: 100.0 74.9 0.0 5.5 0.0 0.0 0.4 0.0 0.0 18.9 0.0: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 21 9 0 . 0 0 . 0 0 . 0:
Old : 28: 21 9 0 . 0 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 76.1 80.4 97.5 53.0 73.1 70.4 86.2
Old : 57.5 76.1 80.4 97.5 53.0 73.1 70.4 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,035: 15,985 12,115 0 1,320 0 0 0 0 0 2,550 50: 0 0
Old : 16,035: 15,985 12,115 0 1,320 0 0 0 0 0 2,550 50: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 80: 80 80 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.7 75.6 0.0 8.2 0.0 0.0 0.0 0.0 0.0 15.9 0.3: 0.0 0.0
Old : 100.0: 99.7 75.6 0.0 8.2 0.0 0.0 0.0 0.0 0.0 15.9 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 18 6 0 . 0 0 0 0 0 . .:
Old : 22: 18 6 0 . 0 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 80.6 79.9 100.0 55.7 78.3 77.2 93.0
Old : 58.5 80.6 79.9 100.0 55.7 78.3 77.2 93.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,225: 15,710 15,545 0 1,115 445 50 0 0 0 0 0: 1,020 120
Old : 17,225: 15,710 15,545 0 1,115 445 50 0 0 0 0 0: 1,020 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 90.2 0.0 6.5 2.6 0.3 0.0 0.0 0.0 0.0 0.0: 5.9 0.7
Old : 100.0: 91.2 90.2 0.0 6.5 2.6 0.3 0.0 0.0 0.0 0.0 0.0: 5.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 7 0 . . . 0 0 0 0 0:
Old : 20: 12 7 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 86.7 87.1 99.0 65.5 86.7 82.5 90.3
Old : 69.8 86.7 87.1 99.0 65.5 86.7 82.5 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,430: 16,330 17,380 275 0 0 200 50 0 0 0 0: 625 0
Old : 17,430: 16,330 17,380 275 0 0 200 50 0 0 0 0: 625 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.7 99.7 1.6 0.0 0.0 1.1 0.3 0.0 0.0 0.0 0.0: 3.6 0.0
Old : 100.0: 93.7 99.7 1.6 0.0 0.0 1.1 0.3 0.0 0.0 0.0 0.0: 3.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 20 10 . 0 0 . . 0 0 0 0:
Old : 26: 20 10 . 0 0 . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 93.7 67.7 98.9 40.2 80.9 55.8 81.2
Old : 49.2 93.7 67.7 98.9 40.2 80.9 55.8 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,015: 16,860 17,985 325 0 5 200 25 0 0 0 0: 625 0
Old : 18,015: 16,860 17,985 325 0 5 200 25 0 0 0 0: 625 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 30: 30 30 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.6 99.8 1.8 0.0 0.0 1.1 0.1 0.0 0.0 0.0 0.0: 3.5 0.0
Old : 100.0: 93.6 99.8 1.8 0.0 0.0 1.1 0.1 0.0 0.0 0.0 0.0: 3.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 22 9 . 0 . . . 0 0 0 0:
Old : 27: 22 9 . 0 . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 94.6 68.4 99.3 41.9 82.5 58.5 82.9
Old : 49.0 94.6 68.4 99.3 41.9 82.5 58.5 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 104,047: 93,432 97,990 3,586 0 4,627 1,015 578 517 700 335 0: 170 0
Old : 104,047: 93,432 97,990 3,586 0 4,627 1,015 578 517 700 335 0: 170 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 3,070: 3,995 2,970 -925 0 0 0 100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 94.2 3.4 0.0 4.4 1.0 0.6 0.5 0.7 0.3 0.0: 0.2 0.0
Old : 100.0: 89.8 94.2 3.4 0.0 4.4 1.0 0.6 0.5 0.7 0.3 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 31 27 . 0 . . . . . . 0:
Old : 43: 31 27 . 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 64.4 60.9 86.0 35.4 61.6 50.0 69.9
Old : 43.9 64.4 60.9 86.0 35.4 61.6 50.0 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 132,656: 119,215 127,405 4,801 0 4,546 3,039 50 320 675 335 0: 60 0
Old : 132,656: 119,215 127,405 4,801 0 4,546 3,039 50 320 675 335 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 4,901: 5,751 4,726 -1,050 0 125 0 0 50 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 96.0 3.6 0.0 3.4 2.3 0.0 0.2 0.5 0.3 0.0: 0.0 0.0
Old : 100.0: 89.9 96.0 3.6 0.0 3.4 2.3 0.0 0.2 0.5 0.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 33 32 4 0 . . . . . . 0:
Old : 51: 33 32 4 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 61.2 58.0 83.4 31.2 54.6 48.9 69.3
Old : 36.6 61.2 58.0 83.4 31.2 54.6 48.9 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 154,049: 119,570 118,829 100 16,784 4,401 3,721 760 2,070 20,543 7,665 3,410: 234 130
Old : 154,049: 119,570 118,829 100 16,784 4,401 3,721 760 2,070 20,543 7,665 3,410: 234 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 1,929: 797 1,365 -288 -150 330 240 225 85 850 165 -90: 5 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 77.1 0.1 10.9 2.9 2.4 0.5 1.3 13.3 5.0 2.2: 0.2 0.1
Old : 100.0: 77.6 77.1 0.1 10.9 2.9 2.4 0.5 1.3 13.3 5.0 2.2: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 35 33 . 4 4 . . . 6 . 6:
Old : 60: 35 33 . 4 4 . . . 6 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 66.6 63.0 77.8 39.6 63.1 62.1 73.0
Old : 40.4 66.6 63.0 77.8 39.6 63.1 62.1 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 95,573: 78,531 84,504 8,327 2,785 4,655 1,356 50 799 1,115 2,170 610: 180 0
Old : 95,573: 78,531 84,504 8,327 2,785 4,655 1,356 50 799 1,115 2,170 610: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 1,685: 1,675 735 -685 280 670 25 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 88.4 8.7 2.9 4.9 1.4 0.1 0.8 1.2 2.3 0.6: 0.2 0.0
Old : 100.0: 82.2 88.4 8.7 2.9 4.9 1.4 0.1 0.8 1.2 2.3 0.6: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 33 25 . . 4 . . . . . .:
Old : 50: 33 25 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 76.5 62.6 86.5 40.5 73.0 59.8 81.5
Old : 42.7 76.5 62.6 86.5 40.5 73.0 59.8 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,680: 14,925 14,610 355 520 490 400 915 0 0 25 0: 510 120
Old : 16,680: 14,925 14,610 355 520 490 400 915 0 0 25 0: 510 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 525: 815 380 25 0 0 0 0 0 0 25 0: -315 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 87.6 2.1 3.1 2.9 2.4 5.5 0.0 0.0 0.1 0.0: 3.1 0.7
Old : 100.0: 89.5 87.6 2.1 3.1 2.9 2.4 5.5 0.0 0.0 0.1 0.0: 3.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 11 . . . . . 0 0 . 0:
Old : 28: 19 11 . . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 75.4 74.6 95.9 51.3 71.6 74.6 86.6
Old : 51.3 75.4 74.6 95.9 51.3 71.6 74.6 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,895: 13,515 14,545 400 450 465 1,150 315 0 0 0 0: 365 120
Old : 15,895: 13,515 14,545 400 450 465 1,150 315 0 0 0 0: 365 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 280: 495 160 0 0 0 100 0 0 0 0 0: -315 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 91.5 2.5 2.8 2.9 7.2 2.0 0.0 0.0 0.0 0.0: 2.3 0.8
Old : 100.0: 85.0 91.5 2.5 2.8 2.9 7.2 2.0 0.0 0.0 0.0 0.0: 2.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 10 . . . . . 0 0 0 0:
Old : 25: 15 10 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 76.9 71.4 96.5 45.7 69.2 71.4 84.4
Old : 45.7 76.9 71.4 96.5 45.7 69.2 71.4 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 15,955: 12,085 12,760 725 0 1,795 0 115 325 0 0 0: 1,025 960
Old : 15,955: 12,085 12,760 725 0 1,795 0 115 325 0 0 0: 1,025 960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 0: -170 -305 305 0 -305 -125 115 150 0 0 0: 145 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 80.0 4.5 0.0 11.3 0.0 0.7 2.0 0.0 0.0 0.0: 6.4 6.0
Old : 100.0: 75.7 80.0 4.5 0.0 11.3 0.0 0.7 2.0 0.0 0.0 0.0: 6.4 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 20 . 0 . 0 . . 0 0 0:
Old : 27: 15 20 . 0 . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 38.5 80.4 67.8 42.3 28.2 55.1 44.7
Old : 58.4 38.5 80.4 67.8 42.3 28.2 55.1 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 24,073: 18,159 19,914 714 211 1,211 188 0 132 938 0 0: 2,731 2,605
Old : 24,073: 18,159 19,914 714 211 1,211 188 0 132 938 0 0: 2,731 2,605
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 45: 13 25 5 7 -2 0 0 0 0 0 0: 29 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 82.7 3.0 0.9 5.0 0.8 0.0 0.5 3.9 0.0 0.0: 11.3 10.8
Old : 100.0: 75.4 82.7 3.0 0.9 5.0 0.8 0.0 0.5 3.9 0.0 0.0: 11.3 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 17 . . . . 0 . . 0 0:
Old : 24: 17 17 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 62.5 74.2 79.0 38.2 49.1 47.9 53.2
Old : 57.1 62.5 74.2 79.0 38.2 49.1 47.9 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 MEGAWATT HOURS) :
: : Positions :
All : 1,376,921: 442,500 1,349,715 907,215 0 27,206 0 0 0 0 0 0: 0 0
Old : 1,376,921: 442,500 1,349,715 907,215 0 27,206 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 98.0 65.9 0.0 2.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 32.1 98.0 65.9 0.0 2.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 15 . 0 . 0 0 0 0 0 0:
Old : 21: 11 15 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.5 86.0 99.3 93.8 83.6 75.4 85.0 80.8
Old : 91.5 86.0 99.3 93.8 83.6 75.4 85.0 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 142,148: 131,380 77,611 832 55,891 3,551 3,845 0 2,540 0 2,555 0: 0 0
Old : 142,148: 131,380 77,611 832 55,891 3,551 3,845 0 2,540 0 2,555 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 54.6 0.6 39.3 2.5 2.7 0.0 1.8 0.0 1.8 0.0: 0.0 0.0
Old : 100.0: 92.4 54.6 0.6 39.3 2.5 2.7 0.0 1.8 0.0 1.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 18 . . . . 0 . 0 . 0:
Old : 29: 16 18 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 71.8 83.9 84.8 32.9 45.7 50.1 52.8
Old : 62.3 71.8 83.9 84.8 32.9 45.7 50.1 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 3,022,275: 2,607,106 1,258,899 168,184 1,207,671 246,985 0 308,720 0 0 0 0: -0 0
Old : 3,022,275: 2,607,106 1,258,899 168,184 1,207,671 246,985 0 308,720 0 0 0 0: -0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 32,982: 32,982 32,982 0 0 0 0 0 0 0 0 0: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 41.7 5.6 40.0 8.2 0.0 10.2 0.0 0.0 0.0 0.0: -0.0 0.0
Old : 100.0: 86.3 41.7 5.6 40.0 8.2 0.0 10.2 0.0 0.0 0.0 0.0: -0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 21 12 . . . 0 . 0 0 0 0:
Old : 29: 21 12 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 81.7 89.2 93.5 47.1 57.2 59.0 62.6
Old : 71.7 81.7 89.2 93.5 47.1 57.2 59.0 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 56,524: 45,708 44,846 580 845 5,782 0 147 3,688 725 0 41: 0 1,175
Old : 56,524: 45,708 44,846 580 845 5,782 0 147 3,688 725 0 41: 0 1,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 79.3 1.0 1.5 10.2 0.0 0.3 6.5 1.3 0.0 0.1: 0.0 2.1
Old : 100.0: 80.9 79.3 1.0 1.5 10.2 0.0 0.3 6.5 1.3 0.0 0.1: 0.0 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 10 . . . 0 . . . 0 .:
Old : 22: 13 10 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 75.0 87.8 92.5 57.1 66.4 68.9 71.9
Old : 64.0 75.0 87.8 92.5 57.1 66.4 68.9 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,525,795: 927,221 936,384 137,301 298,871 219,220 162,960 0 70,560 7,773 0 760: 0 0
Old : 1,525,795: 927,221 936,384 137,301 298,871 219,220 162,960 0 70,560 7,773 0 760: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 61.4 9.0 19.6 14.4 10.7 0.0 4.6 0.5 0.0 0.0: 0.0 0.0
Old : 100.0: 60.8 61.4 9.0 19.6 14.4 10.7 0.0 4.6 0.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 9 . . . . 0 . . 0 .:
Old : 24: 13 9 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 84.6 85.9 98.5 51.9 69.1 66.3 73.8
Old : 60.4 84.6 85.9 98.5 51.9 69.1 66.3 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,535: 14,395 20,065 4,020 0 1,800 0 0 0 1,555 0 0: 765 670
Old : 22,535: 14,395 20,065 4,020 0 1,800 0 0 0 1,555 0 0: 765 670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 267: 805 597 -85 0 0 -70 -25 -50 -159 0 0: -174 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 89.0 17.8 0.0 8.0 0.0 0.0 0.0 6.9 0.0 0.0: 3.4 3.0
Old : 100.0: 63.9 89.0 17.8 0.0 8.0 0.0 0.0 0.0 6.9 0.0 0.0: 3.4 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 14 . 0 . 0 0 0 . 0 0:
Old : 25: 13 14 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 55.2 90.0 83.5 64.7 55.2 81.7 80.6
Old : 72.9 55.2 90.0 83.5 64.7 55.2 81.7 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,339: 11,791 17,119 3,840 0 1,500 0 0 0 1,524 0 0: 684 720
Old : 19,339: 11,791 17,119 3,840 0 1,500 0 0 0 1,524 0 0: 684 720
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 343: 740 603 50 0 -50 -20 -25 -100 -158 0 0: -119 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 88.5 19.9 0.0 7.8 0.0 0.0 0.0 7.9 0.0 0.0: 3.5 3.7
Old : 100.0: 61.0 88.5 19.9 0.0 7.8 0.0 0.0 0.0 7.9 0.0 0.0: 3.5 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 14 . 0 . 0 0 0 . 0 0:
Old : 22: 10 14 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.8 53.8 94.1 83.8 72.4 53.8 84.1 79.1
Old : 80.8 53.8 94.1 83.8 72.4 53.8 84.1 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 31,253: 25,381 24,746 0 1,771 895 1,350 0 0 2,448 3,170 650: 529 21
Old : 31,253: 25,381 24,746 0 1,771 895 1,350 0 0 2,448 3,170 650: 529 21
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 1,378: 1,535 620 0 625 -457 300 0 0 0 600 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 79.2 0.0 5.7 2.9 4.3 0.0 0.0 7.8 10.1 2.1: 1.7 0.1
Old : 100.0: 81.2 79.2 0.0 5.7 2.9 4.3 0.0 0.0 7.8 10.1 2.1: 1.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 19 0 . . . 0 0 . . .:
Old : 30: 17 19 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 49.7 81.2 76.5 56.8 47.8 68.4 65.8
Old : 68.2 49.7 81.2 76.5 56.8 47.8 68.4 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,767: 12,318 16,449 2,001 2,755 225 780 0 0 3,730 0 0: 713 338
Old : 19,767: 12,318 16,449 2,001 2,755 225 780 0 0 3,730 0 0: 713 338
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 730: 745 935 0 -215 0 0 0 0 25 0 0: -40 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 83.2 10.1 13.9 1.1 3.9 0.0 0.0 18.9 0.0 0.0: 3.6 1.7
Old : 100.0: 62.3 83.2 10.1 13.9 1.1 3.9 0.0 0.0 18.9 0.0 0.0: 3.6 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 16 . . . . 0 0 . 0 0:
Old : 26: 15 16 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 51.0 83.7 77.3 51.0 43.0 65.5 58.8
Old : 66.4 51.0 83.7 77.3 51.0 43.0 65.5 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,446: 22,453 14,874 141 7,252 233 0 619 140 0 4 256: 223 68
Old : 23,446: 22,453 14,874 141 7,252 233 0 619 140 0 4 256: 223 68
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 1,367: 1,552 430 141 944 -147 0 180 -180 0 4 256: -255 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.8 63.4 0.6 30.9 1.0 0.0 2.6 0.6 0.0 0.0 1.1: 1.0 0.3
Old : 100.0: 95.8 63.4 0.6 30.9 1.0 0.0 2.6 0.6 0.0 0.0 1.1: 1.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 25 19 . . . 0 . . 0 . .:
Old : 35: 25 19 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 51.6 75.5 79.8 60.3 49.2 73.1 73.7
Old : 62.1 51.6 75.5 79.8 60.3 49.2 73.1 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,230: 21,004 14,506 290 6,278 408 242 780 158 0 100 0: 128 0
Old : 22,230: 21,004 14,506 290 6,278 408 242 780 158 0 100 0: 128 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 1,855: 1,625 1,015 0 610 230 0 0 0 0 100 0: 0 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.5 65.3 1.3 28.2 1.8 1.1 3.5 0.7 0.0 0.4 0.0: 0.6 0.0
Old : 100.0: 94.5 65.3 1.3 28.2 1.8 1.1 3.5 0.7 0.0 0.4 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 18 . . . . . . 0 . 0:
Old : 35: 22 18 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 45.6 78.8 70.4 59.7 38.9 67.4 60.9
Old : 65.8 45.6 78.8 70.4 59.7 38.9 67.4 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,035: 13,152 12,330 1,325 1,210 375 0 1,120 0 0 0 0: 183 0
Old : 15,035: 13,152 12,330 1,325 1,210 375 0 1,120 0 0 0 0: 183 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 700: 470 900 550 0 -320 0 120 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 82.0 8.8 8.0 2.5 0.0 7.4 0.0 0.0 0.0 0.0: 1.2 0.0
Old : 100.0: 87.5 82.0 8.8 8.0 2.5 0.0 7.4 0.0 0.0 0.0 0.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 10 . . . 0 . 0 0 0 0:
Old : 23: 12 10 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 64.2 81.4 89.2 52.6 57.6 77.6 82.6
Old : 52.7 64.2 81.4 89.2 52.6 57.6 77.6 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,865: 8,630 8,765 640 565 265 0 210 0 0 0 0: 330 60
Old : 9,865: 8,630 8,765 640 565 265 0 210 0 0 0 0: 330 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 335: 360 610 250 0 -275 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 88.8 6.5 5.7 2.7 0.0 2.1 0.0 0.0 0.0 0.0: 3.3 0.6
Old : 100.0: 87.5 88.8 6.5 5.7 2.7 0.0 2.1 0.0 0.0 0.0 0.0: 3.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 10 . . . 0 . 0 0 0 0:
Old : 21: 12 10 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 68.2 77.5 93.5 52.5 56.7 70.3 76.2
Old : 52.7 68.2 77.5 93.5 52.5 56.7 70.3 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,855: 17,505 14,975 910 65 1,930 0 2,480 340 50 975 0: 120 90
Old : 20,855: 17,505 14,975 910 65 1,930 0 2,480 340 50 975 0: 120 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 1,380: 1,450 1,095 -115 65 70 0 225 0 0 -75 0: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 71.8 4.4 0.3 9.3 0.0 11.9 1.6 0.2 4.7 0.0: 0.6 0.4
Old : 100.0: 83.9 71.8 4.4 0.3 9.3 0.0 11.9 1.6 0.2 4.7 0.0: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 25 24 . . . 0 . . . . 0:
Old : 37: 25 24 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 41.1 72.2 68.7 47.8 34.4 59.6 55.1
Old : 56.8 41.1 72.2 68.7 47.8 34.4 59.6 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 6,285: 5,480 4,985 480 1,250 0 75 0 0 0 0 0: 250 50
Old : 6,285: 5,480 4,985 480 1,250 0 75 0 0 0 0 0: 250 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -160: -180 -180 0 100 -100 0 0 0 0 0 0: 120 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 79.3 7.6 19.9 0.0 1.2 0.0 0.0 0.0 0.0 0.0: 4.0 0.8
Old : 100.0: 87.2 79.3 7.6 19.9 0.0 1.2 0.0 0.0 0.0 0.0 0.0: 4.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 16 10 . . 0 . 0 0 0 0 0:
Old : 21: 16 10 . . 0 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 61.8 78.0 89.9 50.8 54.4 71.0 73.6
Old : 52.2 61.8 78.0 89.9 50.8 54.4 71.0 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 9,765: 7,235 7,890 480 965 0 920 0 460 0 350 0: 670 100
Old : 9,765: 7,235 7,890 480 965 0 920 0 460 0 350 0: 670 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -107: -257 -195 0 0 0 -10 0 10 0 0 0: 150 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 80.8 4.9 9.9 0.0 9.4 0.0 4.7 0.0 3.6 0.0: 6.9 1.0
Old : 100.0: 74.1 80.8 4.9 9.9 0.0 9.4 0.0 4.7 0.0 3.6 0.0: 6.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 10 . . 0 . 0 . 0 . 0:
Old : 22: 14 10 . . 0 . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 63.6 78.8 88.3 45.6 58.0 64.2 76.2
Old : 53.8 63.6 78.8 88.3 45.6 58.0 64.2 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 63,533: 58,111 54,669 0 3,310 3,045 290 0 0 0 0 0: 2,087 2,509
Old : 63,533: 58,111 54,669 0 3,310 3,045 290 0 0 0 0 0: 2,087 2,509
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -3,462: -3,445 -1,356 0 -5 0 0 0 0 0 0 0: -17 -2,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 86.0 0.0 5.2 4.8 0.5 0.0 0.0 0.0 0.0 0.0: 3.3 3.9
Old : 100.0: 91.5 86.0 0.0 5.2 4.8 0.5 0.0 0.0 0.0 0.0 0.0: 3.3 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 19 0 . . . 0 0 0 0 0:
Old : 27: 16 19 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.3 74.3 91.4 87.8 81.8 68.8 84.8 80.5
Old : 84.3 74.3 91.4 87.8 81.8 68.8 84.8 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 59,927: 54,967 50,338 0 3,610 2,920 0 0 0 0 0 0: 2,040 3,059
Old : 59,927: 54,967 50,338 0 3,610 2,920 0 0 0 0 0 0: 2,040 3,059
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -3,080: -3,140 -2,104 0 -5 0 0 0 0 0 0 0: 60 -971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 84.0 0.0 6.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 3.4 5.1
Old : 100.0: 91.7 84.0 0.0 6.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 3.4 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 16 0 . . 0 0 0 0 0 0:
Old : 22: 15 16 0 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.3 75.9 91.8 89.1 81.4 69.4 84.8 80.2
Old : 85.3 75.9 91.8 89.1 81.4 69.4 84.8 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 14,277: 13,145 11,250 150 0 450 150 1,010 0 0 1,290 102: 280 175
Old : 14,277: 13,145 11,250 150 0 450 150 1,010 0 0 1,290 102: 280 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -930: -890 -770 0 0 0 0 -100 0 0 0 0: -40 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 78.8 1.1 0.0 3.2 1.1 7.1 0.0 0.0 9.0 0.7: 2.0 1.2
Old : 100.0: 92.1 78.8 1.1 0.0 3.2 1.1 7.1 0.0 0.0 9.0 0.7: 2.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 11 . 0 . . . 0 0 . .:
Old : 23: 14 11 . 0 . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 61.3 84.5 88.4 52.7 52.8 69.7 73.8
Old : 60.9 61.3 84.5 88.4 52.7 52.8 69.7 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,586: 20,141 16,686 0 0 0 1,100 4,320 40 0 370 0: 305 170
Old : 21,586: 20,141 16,686 0 0 0 1,100 4,320 40 0 370 0: 305 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,303: -898 -1,243 0 0 0 -425 -125 0 0 0 0: 20 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 77.3 0.0 0.0 0.0 5.1 20.0 0.2 0.0 1.7 0.0: 1.4 0.8
Old : 100.0: 93.3 77.3 0.0 0.0 0.0 5.1 20.0 0.2 0.0 1.7 0.0: 1.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 11 0 0 0 . . . 0 . 0:
Old : 22: 14 11 0 0 0 . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 93.3 89.2 97.7 67.0 90.1 88.4 94.5
Old : 67.5 93.3 89.2 97.7 67.0 90.1 88.4 94.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 56,965: 43,797 51,377 2,915 565 500 4,920 1,200 0 1,490 0 563: 2,780 2,760
Old : 56,965: 43,797 51,377 2,915 565 500 4,920 1,200 0 1,490 0 563: 2,780 2,760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -2,638: -1,550 -1,569 -115 0 70 -275 -425 0 73 0 -76: -765 -638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 90.2 5.1 1.0 0.9 8.6 2.1 0.0 2.6 0.0 1.0: 4.9 4.8
Old : 100.0: 76.9 90.2 5.1 1.0 0.9 8.6 2.1 0.0 2.6 0.0 1.0: 4.9 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 22 . . . . . 0 . 0 .:
Old : 33: 21 22 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 52.0 77.7 72.1 53.0 52.0 70.9 67.7
Old : 54.2 52.0 77.7 72.1 53.0 52.0 70.9 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 48,912: 34,125 45,915 2,865 475 500 5,410 350 0 4,505 0 0: 1,507 1,672
Old : 48,912: 34,125 45,915 2,865 475 500 5,410 350 0 4,505 0 0: 1,507 1,672
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,545: -60 -895 -165 0 120 -800 -225 0 -69 0 0: -571 -545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 93.9 5.9 1.0 1.0 11.1 0.7 0.0 9.2 0.0 0.0: 3.1 3.4
Old : 100.0: 69.8 93.9 5.9 1.0 1.0 11.1 0.7 0.0 9.2 0.0 0.0: 3.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 18 21 . . . . . 0 . 0 0:
Old : 33: 18 21 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 52.5 85.3 73.9 57.4 52.4 77.2 70.5
Old : 59.9 52.5 85.3 73.9 57.4 52.4 77.2 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,660: 23,710 21,215 0 1,750 420 600 4,825 0 3,100 0 0: 1,830 1,450
Old : 29,660: 23,710 21,215 0 1,750 420 600 4,825 0 3,100 0 0: 1,830 1,450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -2,590: -1,095 -2,150 0 0 0 0 -75 0 -25 -325 0: -1,470 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 71.5 0.0 5.9 1.4 2.0 16.3 0.0 10.5 0.0 0.0: 6.2 4.9
Old : 100.0: 79.9 71.5 0.0 5.9 1.4 2.0 16.3 0.0 10.5 0.0 0.0: 6.2 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 20 0 . . . . 0 . 0 0:
Old : 30: 18 20 0 . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 55.4 80.2 74.9 46.9 45.6 56.6 57.7
Old : 51.8 55.4 80.2 74.9 46.9 45.6 56.6 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,825: 22,415 22,975 0 1,020 0 400 0 600 800 0 0: 610 230
Old : 24,825: 22,415 22,975 0 1,020 0 400 0 600 800 0 0: 610 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -2,380: -1,495 -2,260 0 -25 0 150 0 -150 0 0 0: -885 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 92.5 0.0 4.1 0.0 1.6 0.0 2.4 3.2 0.0 0.0: 2.5 0.9
Old : 100.0: 90.3 92.5 0.0 4.1 0.0 1.6 0.0 2.4 3.2 0.0 0.0: 2.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 19 14 0 . 0 . 0 . . 0 0:
Old : 25: 19 14 0 . 0 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 56.1 77.7 78.8 53.2 47.6 63.6 61.5
Old : 61.6 56.1 77.7 78.8 53.2 47.6 63.6 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,093: 17,225 17,130 0 1,255 3,815 2,950 600 0 1,720 3,300 23: 1,360 970
Old : 27,093: 17,225 17,130 0 1,255 3,815 2,950 600 0 1,720 3,300 23: 1,360 970
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -2,290: -1,095 -1,455 0 50 -50 150 0 -150 -530 0 0: -615 -685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 63.2 0.0 4.6 14.1 10.9 2.2 0.0 6.3 12.2 0.1: 5.0 3.6
Old : 100.0: 63.6 63.2 0.0 4.6 14.1 10.9 2.2 0.0 6.3 12.2 0.1: 5.0 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 16 0 . . . . 0 . . .:
Old : 29: 18 16 0 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 52.2 77.7 73.1 49.7 41.2 62.4 55.1
Old : 59.8 52.2 77.7 73.1 49.7 41.2 62.4 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,580: 14,245 13,580 600 1,400 1,840 0 50 600 0 250 210: 2,085 1,650
Old : 19,580: 14,245 13,580 600 1,400 1,840 0 50 600 0 250 210: 2,085 1,650
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,840: -1,475 -1,545 0 0 0 -25 50 -50 0 42 -42: -248 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 69.4 3.1 7.2 9.4 0.0 0.3 3.1 0.0 1.3 1.1: 10.6 8.4
Old : 100.0: 72.8 69.4 3.1 7.2 9.4 0.0 0.3 3.1 0.0 1.3 1.1: 10.6 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 16 15 . . . 0 . . 0 . .:
Old : 23: 16 15 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 44.8 72.7 65.6 35.0 30.1 45.8 42.8
Old : 52.0 44.8 72.7 65.6 35.0 30.1 45.8 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 16, 2015